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ArticleTesting for long run purchasing power parity

Costas Karfakis1989

Article1989

Testing for long run purchasing power parity

Costas Karfakis · Demetrios M. Moschos

34 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1982Trends and random walks in macroeconmic time series 1987Forecasting and testing in co-integrated systems 1988An empirical examination of long-run purchasing power parity using cointegration techniques 1986Unit Roots in Time Series Models: Tests and Implications

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2018What new technology means for the energy demand in China? A sustainable development perspective 2005The validity of purchasing power parity hypothesis for eleven middle eastern countries 2013Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test 1992Testing for Long Run Purchasing Power Parity: An Examination of Korean Won 1995EMPIRICAL TESTS OF MEAN REVERSION IN REAL EXCHANGE RATES: A SURVEY

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Year1989

Typearticle

Published1989-09-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations34

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(89)90234-6

openalex_workW1539013501

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2014Purchasing Power Parity in the BRICS and the MIST Countries: Sequential Panel Selection Method

2002Exchange rate regimes and the linkage between money and output in Greece

1997Purchasing power parity: an analysis based on the evolutionary spectrum